+620.2%
ADI vs CCJ
+765.4%
-145.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | -1.4% | -13.2% | +11.8% | +1.9% |
| 3M | +4.7% | -27.6% | +32.4% | +12.4% |
| 6M | -7.4% | -38.7% | +31.3% | +2.7% |
| YTD | +48.1% | -22.7% | +70.7% | +54.9% |
| 1Y | +69.6% | -17.6% | +87.2% | +74.9% |
| 3Y | +144.4% | +62.7% | +81.7% | +106.6% |
| 5Y | +134.1% | +159.7% | -25.6% | +72.1% |
| All | +620.2% | +765.4% | -145.2% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling